S&P 500 Communication Services Sector Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.36% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0207 | 15.90 | |
| 0.0773 | 46.41 | |
| 0.9061 | 509.64 | |
| 0.3292 | 16.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P 500 Communication Services Sector Index Analyses
Other AGARCH Analyses on Equity Sectors